mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-27 17:27:43 +00:00
Miha Kralj
6f0a339c9b
- Sar.Quantower.Tests.cs: add missing opening quote on string literal (line 48) - Exports.cs: rename Correlation.Batch → Correl.Batch (CS0103) - Ad.Validation.Tests.cs: fix Ooples OutputValues key "Ad" → "Adl"
63 lines
2.7 KiB
Plaintext
63 lines
2.7 KiB
Plaintext
// Licensed under the Apache License, Version 2.0
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// © mihakralj
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//@version=6
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indicator("Ehlers Hilbert Transform Instantaneous Trend (HT_TRENDLINE)", "HT_TRENDLINE", overlay=true)
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//@function Calculates the Hilbert Transform Instantaneous Trendline (HT_TRENDLINE)
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//@param source Series to calculate HT_TRENDLINE from
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//@returns HT_TRENDLINE value using Hilbert Transform with adaptive period estimation
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//@optimized Uses Hilbert Transform quadrature components for O(1) complexity per bar
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httrendline(series float source) =>
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var float price = na
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var float smooth = na
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var float detrender = 0.0
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var float I1 = 0.0
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var float Q1 = 0.0
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var float I2 = 0.0
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var float Q2 = 0.0
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var float Re = 0.0
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var float Im = 0.0
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var float periodEst = 10.0
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var float iTrend = na
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var float iTrend1 = na
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var float iTrend2 = na
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float result = na
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price := (4 * source + 3 * source[1] + 2 * source[2] + source[3]) / 10
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smooth := (4 * price + 3 * price[1] + 2 * price[2] + price[3]) / 10
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float padAdj = 0.075 * periodEst + 0.54
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detrender := (0.0962 * smooth + 0.5769 * smooth[2] - 0.5769 * smooth[4] - 0.0962 * smooth[6]) * padAdj
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I1 := nz(detrender[3])
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Q1 := (0.0962 * detrender + 0.5769 * detrender[2] - 0.5769 * detrender[4] - 0.0962 * detrender[6]) * padAdj
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float jI = (0.0962 * I1 + 0.5769 * I1[2] - 0.5769 * I1[4] - 0.0962 * I1[6]) * padAdj
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float jQ = (0.0962 * Q1 + 0.5769 * Q1[2] - 0.5769 * Q1[4] - 0.0962 * Q1[6]) * padAdj
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I2 := 0.2 * (I1 - jQ) + 0.8 * nz(I2[1])
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Q2 := 0.2 * (Q1 + jI) + 0.8 * nz(Q2[1])
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Re := 0.2 * (I2 * nz(I2[1]) + Q2 * nz(Q2[1])) + 0.8 * nz(Re[1])
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Im := 0.2 * (I2 * nz(Q2[1]) - Q2 * nz(I2[1])) + 0.8 * nz(Im[1])
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float newP = Im != 0 and Re != 0 ? 2 * math.pi / math.atan(Im / Re) : periodEst
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periodEst := math.max(6, math.min(50, 0.2 * newP + 0.8 * periodEst))
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float angle = I1 != 0 ? math.atan(Q1 / I1) : math.pi / 2 * math.sign(Q1)
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angle += I1 < 0 ? math.pi : Q1 < 0 and I1 > 0 ? 2 * math.pi : 0
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angle := angle % (2 * math.pi)
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float trendPower = math.sqrt(I1 * I1 + Q1 * Q1)
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float newITrendComponent = smooth + 0.07 * trendPower * math.sin(angle)
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float currentITrend2 = nz(iTrend1[1], smooth)
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float currentITrend1 = nz(iTrend[1], smooth)
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float currentITrend = 0.9 * newITrendComponent + 1.1 * currentITrend1 - 1.0 * currentITrend2
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iTrend2 := currentITrend1
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iTrend1 := currentITrend
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iTrend := currentITrend
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result := currentITrend
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result
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// ---------- Main loop ----------
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// Inputs
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i_source = input.source(close, "Source")
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// Calculation
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htit_value = httrendline(i_source)
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// Plot
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plot(htit_value, "HT_TRENDLINE", color=color.yellow, linewidth=2)
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